+13.4%
GD vs TKO
+1.2%
+12.2%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.6% |
| 7D | -5.3% | +0.7% | -6.0% | -5.3% |
| 30D | -6.4% | +1.6% | -8.0% | -6.6% |
| 3M | +5.7% | -7.8% | +13.5% | +6.4% |
| 6M | -0.9% | -13.3% | +12.3% | +0.3% |
| YTD | +8.2% | -10.3% | +18.5% | +9.1% |
| 1Y | +13.4% | -0.6% | +14.0% | +13.4% |
| All | +13.4% | +1.2% | +12.2% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TKO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling